Demo

Direction

1. File > New > any size (mine used 250x250 pixels) with white background.

2. Press D.

3. Select Gradient Tool (), set to Radial Gradient ().

4. Left click at the center of your document, hold and draw a line to bottom right corner.

5. Go to Filter > Stylize > Extrude, use these settings.

6. Now you got this.

7. Colorize it, press Ctrl + U > check Colorize > choose color you like or use my settings.

This is what I got.

Note Step 5 and 7 can be modified to your like.